+59.2%
PEGA vs BG
+18.0%
+41.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.4% |
| 7D | -3.0% | +3.1% | -6.1% | -2.9% |
| 30D | +15.9% | +10.2% | +5.7% | +16.1% |
| 3M | +10.8% | -1.7% | +12.5% | +11.1% |
| 6M | -16.5% | +1.0% | -17.5% | -16.4% |
| YTD | -39.0% | +39.9% | -78.9% | -41.1% |
| 1Y | -37.3% | +53.2% | -90.5% | -40.5% |
| 3Y | +59.2% | +16.3% | +42.9% | +53.0% |
| All | +59.2% | +18.0% | +41.2% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling